Wednesday, June 24, 2015

Wendsday - June 24  Sold 3 Puts SLV Jul 14'15 0.22

Summary of the positions:
P&L Unrealized P&L Contract Cost Basis Position Market Value Avg Price Last Change % of Market Value Implied Vol. % Theta Delta
-109 -963 NILSY 5,261 250 4,298 21.04 17.19 -0.436 8.52%  
-160 -457 SBRCY 10,977 2,000 10,520 5.49 5.26 -0.08 20.84%  
36 -180 SLV 9,300 600 9,120 15.50 15.18 0.04 18.07%  
18 -145 SLV Jun26'15 16 PUT -98 -3 -243 0.33 0.81 -0.06 -0.48% 42.51% -0.01 -0.95
-3 41 SLV Jul02'15 15 CALL -134 -3 -93 0.45 0.31 0.01 -0.18% 22.81% -0.01 0.66
12 32 SLV Jul02'15 15 PUT -71 -3 -39 0.24 0.13 -0.04 -0.08% 24.15% -0.01 -0.35
2 2 SLV Jul17'15 15.5 CALL -65 -3 -63 0.22 0.21 0.01 -0.12% 21.95% -0.01 0.37
-156 414 USO 11,713 600 12,126 19.52 20.21 -0.26 24.03%  
-6 65 USO Jun26'15 20 PUT -92 -3 -27 0.31 0.09 0.02 -0.05% 29.34% -0.04 -0.31
39 95 USO Jun26'15 20.5 CALL -119 -3 -24 0.40 0.08 -0.13 -0.05% 30.12% -0.04 0.26
36 55 USO Jul02'15 20.5 CALL -118 -3 -63 0.39 0.21 -0.12 -0.12% 28.00% -0.02 0.37
-160 240 VIP 5,000 1,000 5,240 5.00 5.23 -0.17 10.38%      
-451 -801   41,554   40,752       80.76%      

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